+220.6%
APLD vs FAST
+109.7%
+111.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.2% | +9.6% | +9.6% |
| 7D | -12.7% | +2.1% | -14.8% | -13.9% |
| 30D | -34.7% | +6.9% | -41.6% | -37.7% |
| 3M | -46.1% | +4.8% | -51.0% | -48.1% |
| 6M | -64.9% | +19.8% | -84.6% | -69.5% |
| YTD | -36.6% | +34.9% | -71.5% | -50.6% |
| 1Y | -50.0% | +32.8% | -82.7% | -60.7% |
| 3Y | +190.1% | +93.7% | +96.4% | +51.0% |
| All | +220.6% | +109.7% | +111.0% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling